diff options
Diffstat (limited to 'src')
| -rw-r--r-- | src/include/ndpi_api.h.in | 6 | ||||
| -rw-r--r-- | src/lib/ndpi_analyze.c | 112 |
2 files changed, 116 insertions, 2 deletions
diff --git a/src/include/ndpi_api.h.in b/src/include/ndpi_api.h.in index ff276fe3e..a9c3cdb7b 100644 --- a/src/include/ndpi_api.h.in +++ b/src/include/ndpi_api.h.in @@ -1528,12 +1528,14 @@ extern "C" { int ndpi_ses_init(struct ndpi_ses_struct *ses, double alpha, float significance); int ndpi_ses_add_value(struct ndpi_ses_struct *ses, const u_int64_t _value, double *forecast, double *confidence_band); - + void ndpi_ses_fitting(double *values, u_int32_t num_values, float *ret_alpha); + /* ******************************* */ int ndpi_des_init(struct ndpi_des_struct *des, double alpha, double beta, float significance); int ndpi_des_add_value(struct ndpi_des_struct *des, const u_int64_t _value, double *forecast, double *confidence_band); - + void ndpi_des_fitting(double *values, u_int32_t num_values, float *ret_alpha, float *ret_beta); + /* ******************************* */ int ndpi_jitter_init(struct ndpi_jitter_struct *hw, u_int16_t num_periods); diff --git a/src/lib/ndpi_analyze.c b/src/lib/ndpi_analyze.c index b8e009c6f..4879954ab 100644 --- a/src/lib/ndpi_analyze.c +++ b/src/lib/ndpi_analyze.c @@ -1233,6 +1233,61 @@ int ndpi_ses_add_value(struct ndpi_ses_struct *ses, const u_int64_t _value, doub } /* *********************************************************** */ + +/* + Computes the best alpha value using the specified values used for training +*/ +void ndpi_ses_fitting(double *values, u_int32_t num_values, float *ret_alpha) { + u_int i; + float alpha, best_alpha; + double sse, lowest_sse; + int trace = 0; + + lowest_sse = 0, best_alpha = 0; + + for(alpha=0.1; alpha<0.99; alpha += 0.05) { + struct ndpi_ses_struct ses; + + ndpi_ses_init(&ses, alpha, 0.05); + + if(trace) + printf("\nDouble Exponential Smoothing [alpha: %.2f]\n", alpha); + + sse = 0; + + for(i=0; i<num_values; i++) { + double prediction, confidence_band; + double diff; + + if(ndpi_ses_add_value(&ses, values[i], &prediction, &confidence_band) != 0) { + diff = fabs(prediction-values[i]); + + if(trace) + printf("%2u)\t%12.3f\t%.3f\t%.3f\n", i, values[i], prediction, diff); + + sse += diff*diff; + } + } + + if(lowest_sse == 0) + lowest_sse = sse, best_alpha = alpha; /* first run */ + else { + if(sse <= lowest_sse) + lowest_sse = sse, best_alpha = alpha; + } + + if(trace) + printf("[alpha: %.2f] - SSE: %.2f [BEST: alpha: %.2f/SSE: %.2f]\n", alpha, sse, + best_alpha, lowest_sse); + } /* for (alpha) */ + + if(trace) + printf("BEST [alpha: %.2f][SSE: %.2f]\n", best_alpha, lowest_sse); + + *ret_alpha = best_alpha; +} + +/* *********************************************************** */ /* *********************************************************** */ /* @@ -1306,3 +1361,60 @@ int ndpi_des_add_value(struct ndpi_des_struct *des, const u_int64_t _value, doub return(rc); } + +/* *********************************************************** */ + +/* + Computes the best alpha and beta values using the specified values used for training +*/ +void ndpi_des_fitting(double *values, u_int32_t num_values, float *ret_alpha, float *ret_beta) { + u_int i; + float alpha, best_alpha, best_beta, beta = 0; + double sse, lowest_sse; + int trace = 0; + + lowest_sse = 0, best_alpha = 0, best_beta = 0; + + for(beta=0.1; beta<0.99; beta += 0.05) { + for(alpha=0.1; alpha<0.99; alpha += 0.05) { + struct ndpi_des_struct des; + + ndpi_des_init(&des, alpha, beta, 0.05); + + if(trace) + printf("\nDouble Exponential Smoothing [alpha: %.2f][beta: %.2f]\n", alpha, beta); + + sse = 0; + + for(i=0; i<num_values; i++) { + double prediction, confidence_band; + double diff; + + if(ndpi_des_add_value(&des, values[i], &prediction, &confidence_band) != 0) { + diff = fabs(prediction-values[i]); + + if(trace) + printf("%2u)\t%12.3f\t%.3f\t%.3f\n", i, values[i], prediction, diff); + + sse += diff*diff; + } + } + + if(lowest_sse == 0) + lowest_sse = sse, best_alpha = alpha, best_beta = beta; /* first run */ + else { + if(sse <= lowest_sse) + lowest_sse = sse, best_alpha = alpha, best_beta = beta; + } + + if(trace) + printf("[alpha: %.2f][beta: %.2f] - SSE: %.2f [BEST: alpha: %.2f/beta: %.2f/SSE: %.2f]\n", alpha, beta, sse, + best_alpha, best_beta, lowest_sse); + } /* for (alpha) */ + } /* for (beta) */ + + if(trace) + printf("BEST [alpha: %.2f][beta: %.2f][SSE: %.2f]\n", best_alpha, best_beta, lowest_sse); + + *ret_alpha = best_alpha, *ret_beta = best_beta; +} |